/* -*- Mode:C++; c-file-style:"gnu"; indent-tabs-mode:nil; -*- */
/*
* Copyright (c) 2009 IITP RAS
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License version 2 as
* published by the Free Software Foundation;
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*
* Authors: Pavel Boyko <boyko@iitp.ru>
* Corrections and extensions: Timo Bingmann <tbns@idlebox.net>
*/
#ifndef AVERAGE_H
#define AVERAGE_H
#include <cmath>
#include <ostream>
#include <limits>
#include <stdint.h>
namespace ns3 {
/**
* \defgroup tools Tools
*
*/
/**
* \ingroup tools
*
* Simple average, min, max and std. deviation calculator
*
*/
template <typename T = double>
class Average
{
public:
Average ()
: m_size (0), m_min (std::numeric_limits<T>::max ()), m_max (0),
m_avg (0), m_avg2 (0)
{
}
/// Add new sample
void Update (T const & x)
{
m_min = std::min (x, m_min);
m_max = std::max (x, m_max);
m_avg = (m_size * m_avg + x) / (m_size + 1);
m_avg2 = (m_size * m_avg2 + x * x) / (m_size + 1);
m_size++;
}
/// Reset statistics
void Reset ()
{
m_size = 0;
m_min = std::numeric_limits<T>::max ();
m_max = 0;
m_avg = 0;
m_avg2 = 0;
}
///\name Sample statistics
//\{
/// Sample size
uint32_t Count () const { return m_size; }
/// Minimum
T Min () const { return m_min; }
/// Maximum
T Max () const { return m_max; }
/// Sample average
double Avg () const { return m_avg; }
/// Estimate of mean, alias to Avg
double Mean () const { return Avg (); }
/// Unbiased estimate of variance
double Var () const { return Count() / (double)(Count() - 1) * (m_avg2 - m_avg*m_avg); }
/// Standard deviation
double Stddev () const { return sqrt (Var ());}
//\}
/**
* \name Error of the mean estimates
*
* Note that estimates are valid for
* - uncorrelated measurements,
* - normal distribution and
* - large enough sample size.
*/
//\{
/// Margin of error of the mean for 90% confidence level
double Error90() const { return 1.645 * sqrt (Var () / Count ()); }
/// Margin of error of the mean for 95% confidence level
double Error95() const { return 1.960 * sqrt (Var () / Count ()); }
/// Margin of error of the mean for 99% confidence level
double Error99() const { return 2.576 * sqrt (Var () / Count ()); }
//\}
private:
uint32_t m_size;
T m_min, m_max;
double m_avg, m_avg2;
};
/// Print avg (err) [min, max]
template <typename T>
std::ostream & operator<< (std::ostream & os, Average<T> const & x)
{
if (x.Count () != 0)
os << x.Avg () << " (" << x.Stddev () << ") [" << x.Min () << ", " << x.Max () << "]";
else
os << "NA"; // not available
return os;
}
}
#endif /* AVERAGE_H */